Asymptotic expansion of the null distribution of LR statistic for multivariate linear hypothesis when the dimension is large

Communications in Statistics - Theory and Methods

Volumn 33, Issue 5, 2004, Pages 1205-1220

  Tonda, Tetsuji ^a   Fujikoshi, Yasunori ^a  

^a HIROSHIMA UNIVERSITY   (Japan)

Author keywords

Asymptotic expansion; High dimensional case; Likelihood ratio statistic; Multivariate linear hypothesis

Indexed keywords

APPROXIMATION THEORY; ERROR ANALYSIS; LINEAR SYSTEMS; MATHEMATICAL TRANSFORMATIONS; MATRIX ALGEBRA; MULTIVARIABLE SYSTEMS;

ASYMPTOTIC EXPANSION; HIGH-DIMENSIONAL CASES; LIKELIHOOD RATIO STATISTICS; MULTIVARIATE LINEAR HYPOTHESIS;

STATISTICAL METHODS;

EID: 2342450580     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1081/STA-120029835     Document Type: Article

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